Analysis run in : 2024-11-02 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | 74,142 | 47,126 | 1.844386 | 2.370918 |
| 1 | equities | 1170E1 | VIX FUTURES | -1,572 | -5,597 | 0.932490 | 1.436296 |
| 2 | equities | 239742 | RUSSELL E-MINI | 12,427 | -6,080 | 0.598309 | 1.169598 |
| 3 | equities | 12460+ | DJIA Consolidated | 9,615 | -2,623 | -0.179142 | -0.016419 |
| 4 | equities | 209742 | NASDAQ MINI | 10,110 | 3,785 | -0.794278 | -0.067377 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | 0 | 0 | 0.000000 | 0.000000 |
| 6 | rates | 043602 | UST 10Y NOTE | -885,512 | 61,356 | 0.175822 | -0.749722 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,717,103 | -26,688 | -0.987917 | -1.105285 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,488,032 | -92,084 | -2.109168 | -2.557847 |
| 9 | rates | 020601 | UST BOND | -56,960 | 18,059 | 0.018387 | -0.483864 |
| 10 | rates | 045601 | FED FUNDS | 153,705 | 17,490 | 0.768071 | 1.133803 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 1,702 | 769 | -0.796279 | -0.919578 |
| 13 | currencies | 097741 | JAPANESE YEN | -30,840 | -35,172 | -1.305111 | 0.341526 |
| 14 | currencies | 099741 | EURO FX | -48,508 | -26,431 | -2.124766 | -2.116359 |
| 15 | currencies | 096742 | BRITISH POUND | 66,561 | -7,567 | -1.067104 | -0.007808 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | 23,715 | -1,759 | 1.183576 | 1.470026 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -169,036 | -26,733 | -0.944770 | -1.285202 |
| 18 | currencies | 095741 | MEXICAN PESO | 34,881 | 11,177 | 0.085824 | -0.696764 |
| 19 | currencies | 112741 | NZ DOLLAR | -2,167 | -1,844 | 0.453701 | -0.272720 |
| 20 | currencies | 092741 | SWISS FRANC | -34,425 | -1,327 | -1.636920 | 0.002230 |
| 21 | commodities | 133741 | BITCOIN | -1,949 | -168 | -1.184596 | -1.663465 |
| 22 | commodities | 06765T | BRENT LAST DAY | -36,141 | -4,125 | -1.848351 | -1.938703 |
| 23 | commodities | 088691 | GOLD | 290,948 | -4,229 | 0.270563 | 0.888257 |
| 24 | commodities | 085692 | COPPER- #1 | 24,821 | -7,319 | -0.014758 | -0.804620 |
| 25 | commodities | 023651 | NAT GAS NYME | -166,418 | 5,172 | -1.859066 | -2.277138 |
| 26 | commodities | 111659 | GASOLINE RBOB | 46,471 | -3,668 | 1.320012 | 0.720868 |
| 27 | commodities | 022651 | NY HARBOR ULSD | -18,024 | -3,784 | -1.274776 | -1.871808 |
| 28 | commodities | 084691 | SILVER | 58,867 | -6,156 | 1.065652 | 1.269914 |
| 29 | commodities | 076651 | PLATINUM | 37,588 | 1,062 | 1.628523 | 1.839660 |
| 30 | commodities | 002602 | CORN | 42,605 | 58,415 | 1.446593 | 1.668914 |
| 31 | commodities | 005602 | SOYBEANS | -77,777 | -4,668 | 0.737884 | 0.647349 |
| 32 | commodities | 001602 | WHEAT-SRW | -29,470 | -5,620 | 0.057857 | 0.193395 |
| 33 | commodities | 001612 | WHEAT-HRW | -7,742 | -9,006 | 0.437612 | 0.727050 |
| 34 | commodities | 057642 | LIVE CATTLE | 122,483 | 8,089 | 1.781202 | 2.528961 |
| 35 | commodities | 054642 | LEAN HOGS | 126,966 | 16,055 | 1.865321 | 2.189098 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 82,281 | -9,546 | 0.413808 | 0.918640 |
| 37 | commodities | 033661 | COTTON NO. 2 | -6,129 | -5,243 | 1.027037 | 0.554849 |
| 38 | commodities | 083731 | COFFEE C | 62,188 | -1,057 | -0.263255 | -0.669281 |
| 39 | commodities | 073732 | COCOA | 29,755 | -2,292 | 0.608820 | 1.171368 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 4,913 | 916 | 2.112044 | 1.565056 |
Plotting plotly¶
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